When it comes to the Marvel Comics and the Marvel Cinematic Universes, one single line can mean two totally different things. Contextually, when Captain America utters "Hail Hydra" in Avengers: Endgame, it's a lot different than when Steve Rogers actually went full-blown Hydra in the events of Secret Empire. While the movie moment was entertaining, when the comics did it first, it caused quite a reaction.
In Avengers: Endgame, Steve and the remaining members of the superteam are sent back in time to recover the Infinity Stones from the past. The time-travel allows for characters to revisit old scenes and interact with them in new and exciting ways. Perhaps the best scene was when Captain America got on an elevator full of undercover Hydra goons. However, unlike in the events of Captain America: Winter Soldier, Steve didn't fight. He instead pretended like he was in on the ruse and whispered "Hail Hydra" and successfully took Loki's scepter. In the comics, Cap saying "Hail Hydra" made the regular news it was so controversial.
In one of the most shocking comic book moments in Marvel history that happened a couple years before Endgame hit theatres, Steve Rogers pledged his allegiance to Hydra in Captain America: Steve Rogers No. 1 by Nick Spencer, Jesus Saiz and Joe Caramagna. Thanks to the Cosmic Cube, Captain America was secretly replaced by a version of himself that aligned himself with Hydra. It wasn't just a throwaway line, as Cap would eventually become the new Hydra Supreme and be the main villain of the Secret Empire event, where he would even kill one of his fellow Avengers.
Now, the optics of Captain America being a literal Nazi weren't great at first glance - and fans were unaware at the time that the version of Steve Rogers wasn't actually him. The shocking reveal had people confused, shocked, and disheartened. Spencer even got death threats, which was absolutely ridiculous and uncalled for. Thankfully, a few months later, the truth would be revealed and Captain America eventually became a legendary hero again - but for a few months, the comic universe was completely taken aback by Hydra Cap.
While the MCU's take on Captain America saying "Hail Hydra" is much easier to digest, it's also a fun Easter Egg to the controversial comic - even if it fits perfectly within the story of Avengers: End Game. It makes sense why the reception was much better, as Steve Rogers didn't become a literal Nazi - he just pretended for a few seconds so he could steal an Infinity Stone. As for Secret Empire, it's actually a pretty solid read knowing Captain America isn't actually a bad, bad dude - but it's easy to see why fans were so shocked when the reveal was made.